Related papers: Learning-based Optimal Admission Control in a Sing…
In Naor's model [17], customers decide whether or not to join a queue after observing its length. This work considers a variation in which customers are heterogeneous in their service value (reward) $R$ from completed service and…
We consider Markovian many-server systems with admission control operating in a QED regime, where the relative utilization approaches unity while the number of servers grows large, providing natural Economies-of-Scale. In order to determine…
We consider a single-hop wireless network with sources transmitting time-sensitive information to the destination over multiple unreliable channels. Packets from each source are generated according to a stochastic process with known…
We define an online learning and optimization problem with discrete and irreversible decisions contributing toward a coverage target. In each period, a decision-maker selects facilities to open, receives information on the success of each…
We consider a queueing system composed of a dispatcher that routes deterministically jobs to a set of non-observable queues working in parallel. In this setting, the fundamental problem is which policy should the dispatcher implement to…
We study the classical Network Revenue Management (NRM) problem with accept/reject decisions and $T$ IID arrivals. We consider a distributional form where each arrival must fall under a finite number of possible categories, each with a…
In this paper, we study the contextual multinomial logit (MNL) bandit problem in which a learning agent sequentially selects an assortment based on contextual information, and user feedback follows an MNL choice model. There has been a…
We consider systems that require timely monitoring of sources over a communication network, where the cost of delayed information is unknown, time-varying and possibly adversarial. For the single source monitoring problem, we design…
Online learning algorithms have been successfully used to design caching policies with sublinear regret in the total number of requests, with no statistical assumption about the request sequence. Most existing algorithms involve…
We study web and mobile applications that are used to schedule advance service, from medical appointments to restaurant reservations. We model them as online weighted bipartite matching problems with non-stationary arrivals. We propose new…
We consider a large-scale service system where incoming tasks have to be instantaneously dispatched to one out of many parallel server pools. The user-perceived performance degrades with the number of concurrent tasks and the dispatcher…
We consider a multi-stage stochastic optimization problem originally introduced by Cygan et al. (2013), studying how a single server should prioritize stochastically departing customers. In this setting, our objective is to determine an…
Service federation in 5G/B5G networks enables service providers to orchestrate network services across multiple domains where admission control is a key issue. For each demand, without knowing the future ones, the admission controller…
In transportation networks, users typically choose routes in a decentralized and self-interested manner to minimize their individual travel costs, which, in practice, often results in inefficient overall outcomes for society. As a result,…
We study a censored variant of the data-driven newsvendor problem, where the decision-maker must select an ordering quantity that minimizes expected overage and underage costs based only on offline censored sales data, rather than…
Motivated by the operational problems in click and collect systems, such as curbside pickup programs, we study a joint admission control and capacity allocation problem. We consider a system where arriving customers have preferred service…
Booking control problems are sequential decision-making problems that occur in the domain of revenue management. More precisely, freight booking control focuses on the problem of deciding to accept or reject bookings: given a limited…
We consider the problem of scheduling in multi-class, parallel-server queuing systems with uncertain rewards from job-server assignments. In this scenario, jobs incur holding costs while awaiting completion, and job-server assignments yield…
This paper derives an optimal control strategy for a simple stochastic dynamical system with constant drift and an additive control input. Motivated by the example of a physical system with an unexpected change in its dynamics, we take the…
We study an online joint assortment-inventory optimization problem, in which we assume that the choice behavior of each customer follows the Multinomial Logit (MNL) choice model, and the attraction parameters are unknown a priori. The…